Risk profile

Unless otherwise defined, in the course of Basel II, the disclosure of credit risks at a bank. This should include information on the portfolio structure, the main types of credit risk, their geographical and sectoral distribution and details of non-performing loans. The risk profile should also include information on risk management, risk mitigation measures and risk-reducing factors, and securitization. – See Call Risk, Asset Productivity, Default Rate, Expected, Liability, Basel II, Chief Risk Officer, Earnings Efficiency, Function, Internal Ratings Based Approach, Information Overload, Investment Accounting and Valuation Regulation, Capital Add-on, Correlation Risk, Special, Credit Event, Maturity Premium, Liquidity Risk, Market Discipline, Disclosure Requirements, Rating, Reintermediation, Risk
Committee, risk culture, risk and solvency assessment, proprietary, risk transparency, risk assessment system, setback effect, forward risk, backing, validation, loss event, securitization, warehousing risk, twelve-field risk matrix. – Cf. ECB Monthly Report February 2005, p. 57 ff., BaFin Annual Report 2004, p.
88 et seq. (risk models in practice; results of backtesting), BaFin’s 2006 Annual Report, p. 67 (results of risk classification), BaFin’s 2008 Annual Report, p. 125 et seq. (risk profile and supervisory action), as well as the respective BaFin Annual Report (“Risk Models” section), Deutsche Bundesbank’s June 2006 Monthly Report, p. 35 et seq. (focusing on risks in banks’ loan portfolios).

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University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.
Professor Dr. Eckehard Krah, Dipl.rer.pol.
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